Option Pricing in Practice - Heston's Stochastic Volatility Model

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationCurrents in Industrial Mathematics
PublisherSpringer
Pages351-400
Number of pages50
Publication statusPublished - 2015

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation
  • Transformation in Finance and Financial Institutions

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